+1.7%
DVN vs AFRM
+221.8%
-220.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -1.3% | +3.1% | -4.4% | -1.5% |
| 30D | +12.6% | -4.2% | +16.8% | +12.8% |
| 3M | +8.1% | +10.1% | -2.0% | +6.7% |
| 6M | +10.2% | +39.4% | -29.3% | +5.7% |
| YTD | +33.8% | -3.2% | +36.9% | +32.8% |
| 1Y | +43.9% | -16.1% | +60.0% | +44.2% |
| 3Y | +1.7% | +220.8% | -219.0% | -16.5% |
| All | +1.7% | +221.8% | -220.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling